1[2 {"id":"C1","text":"The one-way ANOVA does not reject equal weekday means of daily 10y yield changes (F=0.263, p=0.902).","results_keys":["anova_f_stat","anova_p_value","n_analysed"],"status":"supported","caveat":"Classical ANOVA assumes independence and equal variances; volatility clustering not modelled."},3 {"id":"C2","text":"The Monday contrast is +0.050 bp with 95% Welch CI [-0.319, 0.420] bp, indistinguishable from zero; the HC1 regression CI agrees.","results_keys":["effect_estimate","effect_ci_low","effect_ci_high","robust_hc1_ci_low","robust_hc1_ci_high"],"status":"supported","caveat":"No HAC/autocorrelation correction."},4 {"id":"C3","text":"Weekday-specific estimation-period means do not improve out-of-sample RMSE over the zero-change forecast in 2010-2019 (4.884 vs 4.876 bp).","results_keys":["model_metric","baseline_metric","rmse_ratio_model_over_baseline","n_train","n_test"],"status":"supported","caveat":"Single split; no formal forecast-accuracy test."},5 {"id":"C4","text":"Overall conclusion: no detectable day-of-week effect.","results_keys":["conclusion"],"status":"supported","caveat":"Pertains to means over 2000-2019 pooled; sub-period and volatility effects not examined."}6]7